G2e1: Positive-definite Hessian (i.e., convex problem)


e04ncc   nag_opt_lin_lsq
Solves linear least-squares and convex quadratic programming problems (non-sparse)
e04nfc   nag_opt_qp
Quadratic programming
e04nkc   nag_opt_sparse_convex_qp
Solves sparse linear programming or convex quadratic programming problems
e04ugc   nag_opt_nlp_sparse
NLP problem (sparse)

NAG C Library
GAMS Classification Index
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© The Numerical Algorithms Group Ltd, Oxford UK. 2002